In a screw-top jar combine orange peel and juice, salad oil, vinegar, honey, anise seed, and salt. Cover and shake well. Chill for up to 3 days.
Cut off and discard upper stalks of fennel. Remove any wilted outer layers; cut off a thick slice from fennel base. Wash and thinly slice fennel lengthwise, cutting out and discarding core.
To assemble slaw:
In a bowl toss together the apple slices and lemon juice. Stand a small drinking glass in center of a deep-sided serving platter. Working around glass in circular fashion, line platter with shredded cabbage. Arrange the orange slices, cucumber slices, fennel slices, and apple wedges so the cabbage-lined platter resembles a wreath. Pour half of the dressing over slaw. Cover slaw with plastic wrap and chill up to 2 hours.
Pour remaining dressing into a decorative bottle with a lid; chill until ready to serve. Shake dressing and pour over salad before serving. Remove glass from center of platter. Makes 10 to 12 side-dish servings.